+86.4%
F vs BIDU
-51.1%
+137.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.0% | +2.7% | -2.8% |
| 7D | +1.2% | -2.4% | +3.6% | +1.7% |
| 30D | +1.2% | -15.6% | +16.9% | +4.7% |
| 3M | -5.7% | -22.3% | +16.6% | -1.0% |
| 6M | +17.9% | -22.3% | +40.2% | +23.2% |
| YTD | +10.4% | -29.2% | +39.6% | +17.0% |
| 1Y | +25.3% | -14.8% | +40.2% | +26.2% |
| 3Y | +37.5% | -31.8% | +69.2% | +41.1% |
| 5Y | +46.5% | -43.1% | +89.6% | +48.0% |
| 10Y | +86.4% | -50.6% | +137.0% | +65.5% |
| All | +86.4% | -51.1% | +137.4% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling